+847.8%
MU vs ALC
-11.2%
+859.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.1% | +7.2% | +5.9% |
| 7D | -22.0% | +4.9% | -26.9% | -23.6% |
| 30D | -36.6% | +19.0% | -55.5% | -41.0% |
| 3M | -21.7% | +7.8% | -29.5% | -24.7% |
| 6M | +3.5% | +14.6% | -11.0% | -4.8% |
| YTD | +141.9% | -4.4% | +146.4% | +141.2% |
| 1Y | +189.8% | +1.4% | +188.4% | +178.5% |
| 3Y | +855.4% | +2.5% | +852.9% | +796.0% |
| All | +847.8% | -11.2% | +859.0% | +872.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling